Trading Metrics calculated at close of trading on 04-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2014 |
04-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
3,890.50 |
3,873.00 |
-17.50 |
-0.4% |
3,954.00 |
High |
3,901.25 |
3,915.75 |
14.50 |
0.4% |
3,983.00 |
Low |
3,847.50 |
3,867.25 |
19.75 |
0.5% |
3,847.50 |
Close |
3,873.25 |
3,896.75 |
23.50 |
0.6% |
3,873.25 |
Range |
53.75 |
48.50 |
-5.25 |
-9.8% |
135.50 |
ATR |
42.04 |
42.50 |
0.46 |
1.1% |
0.00 |
Volume |
462,507 |
250,762 |
-211,745 |
-45.8% |
1,591,203 |
|
Daily Pivots for day following 04-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,038.75 |
4,016.25 |
3,923.50 |
|
R3 |
3,990.25 |
3,967.75 |
3,910.00 |
|
R2 |
3,941.75 |
3,941.75 |
3,905.75 |
|
R1 |
3,919.25 |
3,919.25 |
3,901.25 |
3,930.50 |
PP |
3,893.25 |
3,893.25 |
3,893.25 |
3,899.00 |
S1 |
3,870.75 |
3,870.75 |
3,892.25 |
3,882.00 |
S2 |
3,844.75 |
3,844.75 |
3,887.75 |
|
S3 |
3,796.25 |
3,822.25 |
3,883.50 |
|
S4 |
3,747.75 |
3,773.75 |
3,870.00 |
|
|
Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,307.75 |
4,226.00 |
3,947.75 |
|
R3 |
4,172.25 |
4,090.50 |
3,910.50 |
|
R2 |
4,036.75 |
4,036.75 |
3,898.00 |
|
R1 |
3,955.00 |
3,955.00 |
3,885.75 |
3,928.00 |
PP |
3,901.25 |
3,901.25 |
3,901.25 |
3,887.75 |
S1 |
3,819.50 |
3,819.50 |
3,860.75 |
3,792.50 |
S2 |
3,765.75 |
3,765.75 |
3,848.50 |
|
S3 |
3,630.25 |
3,684.00 |
3,836.00 |
|
S4 |
3,494.75 |
3,548.50 |
3,798.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,983.00 |
3,847.50 |
135.50 |
3.5% |
50.00 |
1.3% |
36% |
False |
False |
326,329 |
10 |
3,991.25 |
3,847.50 |
143.75 |
3.7% |
42.00 |
1.1% |
34% |
False |
False |
267,023 |
20 |
3,991.25 |
3,831.50 |
159.75 |
4.1% |
44.75 |
1.1% |
41% |
False |
False |
268,389 |
40 |
3,991.25 |
3,744.75 |
246.50 |
6.3% |
37.25 |
1.0% |
62% |
False |
False |
221,360 |
60 |
3,991.25 |
3,509.00 |
482.25 |
12.4% |
36.50 |
0.9% |
80% |
False |
False |
148,015 |
80 |
3,991.25 |
3,404.00 |
587.25 |
15.1% |
39.75 |
1.0% |
84% |
False |
False |
111,027 |
100 |
3,991.25 |
3,404.00 |
587.25 |
15.1% |
42.50 |
1.1% |
84% |
False |
False |
88,832 |
120 |
3,991.25 |
3,404.00 |
587.25 |
15.1% |
38.00 |
1.0% |
84% |
False |
False |
74,027 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,122.00 |
2.618 |
4,042.75 |
1.618 |
3,994.25 |
1.000 |
3,964.25 |
0.618 |
3,945.75 |
HIGH |
3,915.75 |
0.618 |
3,897.25 |
0.500 |
3,891.50 |
0.382 |
3,885.75 |
LOW |
3,867.25 |
0.618 |
3,837.25 |
1.000 |
3,818.75 |
1.618 |
3,788.75 |
2.618 |
3,740.25 |
4.250 |
3,661.00 |
|
|
Fisher Pivots for day following 04-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
3,895.00 |
3,909.00 |
PP |
3,893.25 |
3,904.75 |
S1 |
3,891.50 |
3,900.75 |
|